* Dwarf planets: Pluto, Eris, and other dwarf planets have moons. For example, Pluto has five moons, the largest being Charon, which is so large that Pluto and Charon are sometimes considered a binary system.
* Asteroids: Some asteroids have moons. For example, the asteroid 243 Ida has a moon named Dactyl.
* Other moons: In some cases, moons can even orbit other moons. For example, Saturn's moon Rhea has its own small moonlets orbiting it.
So, while most moons orbit planets, it's not the only possibility.